Carlson School of Management

RobertĀ Goldstein

Goldstein,Robert S

Professor, C Arthur Williams Jr/ Minnesota Insurance Industry Chair
Finance, Carlson
3-125 CarlSMgmt
612/624-8581
golds144@umn.edu


Robert Goldstein earned a PhD in finance from the University of California, Berkeley in 1996 and a PhD in physics from the University of Illinois, Urbana Champaign in 1992. Prior to the Carlson School, he served as an associate professor at Washington University, St. Louis and an assistant professor at Ohio State University.  His areas of interest include the term structure of interest rates, credit risk, capital structure theory, and general equilibrium. He serves on the editorial board of the Journal of Financial and Quantitative Analysis and the Journal of Investment Management. He has been published in Econometrica, the Journal of Finance, the Review of Financial Studies, and the Journal of Business.

"Identification of Maximal Affine Term Structure Models," Pierre Collin-Dufresne, Robert Goldstein, and Christopher Jones, Journal of Finance (forthcoming).

"Portfolio Choice over the Life Cycle when the Stock and Labor Markets are Cointegrated," Luca Benzoni, Pierre Collin-Dufresne, and Robert Goldstein, Journal of Finance (forthcoming).

"A General Formula for Valuing Defaultable Securities," Pierre Collin-Dufresne, Robert Goldstein, and Julien Hugonnier, Econometrica (2004).

"Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility," Pierre Collin-Dufresne and Robert Goldstein, Journal of Finance (2002).

"Do Credit Spreads Reflect Stationary Leverage Ratios?" Pierre Collin-Dufresne and Robert Goldstein, Journal of Finance (2001). (This article was nominated for the Smith Breeden Award.)

"An EBIT-Based Model of Dynamic Capital Structure," Robert Goldstein, Nengjiu Ju, and Hayne Leland, Journal of Business (2001).

"The Determinants of Credit Spread Changes," Pierre Collin-Dufresne, Robert Goldstein, and J. Spencer Martin, Journal of Finance (2001). (This article was nominated for the Smith Breeden Award.)

"The Term Structure of Interest Rates as a Random Field," Robert Goldstein, Review of Financial Studies (2000).

This individual is not scheduled to teach in the last, current, or next term.

National Bureau of Economic Research Associate, 2005-present

Journal of Investment Management, 2004-present

Journal of Financial and Quantitative Ananlysis, 2003-present

Financial Analysts Journal, 2002-03

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Education

PhD, 1996
Finance
University of California, Berkeley

PhD, 1992
Physics
University of Illinois, Urbana-Champaign

MS, 1987
Physics
Simon Fraser University, British Columbia

BS, 1985
Physics
University of Illinois, Urbana-Champaign


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